Place Palette.ini into "C:\Users\YOURNAME\AppData\Local\FPSAimTrainer\Saved\Config\WindowsNoEditor"
Place Sounds & Crosshairs into "C:\Program Files (x86)\Steam\steamapps\common\FPSAimTrainer\FPSAimTrainer"
Finally place themes into "C:\Program Files (x86)\Steam\steamapps\common\FPSAimTrainer\FPSAimTrainer\Saved\SaveGames"
If you are on Linux its basically the same for sounds, crosshairs and themes but you have to put the palette.ini into compatdata the appid is 824270!